+90.5%
AA vs TW
+21.9%
+68.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +3.5% |
| 7D | +1.7% | -3.5% | +5.1% | +1.7% |
| 30D | +3.3% | +0.5% | +2.8% | +3.3% |
| 3M | -29.4% | +4.9% | -34.4% | -29.7% |
| 6M | -12.8% | -17.1% | +4.3% | -11.0% |
| YTD | -2.1% | -3.9% | +1.7% | -2.1% |
| 1Y | +62.8% | -13.3% | +76.0% | +65.0% |
| 3Y | +90.5% | +20.9% | +69.6% | +99.8% |
| All | +90.5% | +21.9% | +68.6% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling